market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 3.14% 0.64 CHF 0.67 CHF 66,373 20,000 63,666 20,000 43,837 CHF 14,230 CHF 100.00% 100.00%
19/11/2024 3.31% 0.65 CHF 0.67 CHF 65,559 20,000 66,197 20,000 42,689 CHF 13,338 CHF 100.00% 100.00%
18/11/2024 4.15% 0.66 CHF 0.68 CHF 65,882 20,000 66,522 17,243 42,667 CHF 11,518 CHF 100.00% 100.00%
15/11/2024 3.11% 0.68 CHF 0.71 CHF 64,798 20,000 63,831 20,000 44,406 CHF 14,354 CHF 100.00% 100.00%
14/11/2024 3.00% 0.74 CHF 0.76 CHF 61,851 20,000 62,589 20,000 45,463 CHF 14,973 CHF 99.22% 99.22%
13/11/2024 3.49% 0.68 CHF 0.71 CHF 64,681 20,000 66,099 19,750 43,336 CHF 13,417 CHF 99.36% 99.36%
12/11/2024 3.12% 0.68 CHF 0.70 CHF 64,875 20,000 63,105 20,000 44,813 CHF 14,656 CHF 100.00% 100.00%
11/11/2024 2.79% 0.75 CHF 0.77 CHF 61,264 20,000 58,855 20,000 47,198 CHF 16,510 CHF 100.00% 100.00%
08/11/2024 3.25% 0.75 CHF 0.77 CHF 60,577 20,000 61,047 20,000 45,450 CHF 15,384 CHF 100.00% 100.00%
07/11/2024 3.27% 0.72 CHF 0.74 CHF 62,234 20,000 62,150 19,349 45,222 CHF 14,568 CHF 98.73% 98.73%

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